CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 02-Jun-2023

Day Change Summary
	Previous	Current
	01-Jun-2023	02-Jun-2023	Change	Change %	Previous Week
Open	0.6508	0.6577	0.0069	1.1%	0.6526
High	0.6586	0.6642	0.0057	0.9%	0.6642
Low	0.6488	0.6575	0.0087	1.3%	0.6463
Close	0.6577	0.6616	0.0039	0.6%	0.6616
Range	0.0098	0.0067	-0.0031	-31.3%	0.0179
ATR	0.0067	0.0067	0.0000	0.0%	0.0000
Volume	89,904	105,206	15,302	17.0%	394,417

Daily Pivots for day following 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6812	0.6781	0.6652
R3	0.6745	0.6714	0.6634
R2	0.6678	0.6678	0.6628
R1	0.6647	0.6647	0.6622	0.6662
PP	0.6611	0.6611	0.6611	0.6619
S1	0.6580	0.6580	0.6609	0.6595
S2	0.6544	0.6544	0.6603
S3	0.6477	0.6513	0.6597
S4	0.6410	0.6446	0.6579

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7111	0.7042	0.6714
R3	0.6932	0.6863	0.6665
R2	0.6753	0.6753	0.6648
R1	0.6684	0.6684	0.6632	0.6718
PP	0.6574	0.6574	0.6574	0.6591
S1	0.6505	0.6505	0.6599	0.6539
S2	0.6395	0.6395	0.6583
S3	0.6216	0.6326	0.6566
S4	0.6037	0.6147	0.6517

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6642	0.6463	0.0179	2.7%	0.0071	1.1%	85%	True	False	95,763
10	0.6683	0.6463	0.0220	3.3%	0.0064	1.0%	69%	False	False	85,758
20	0.6828	0.6463	0.0365	5.5%	0.0065	1.0%	42%	False	False	84,651
40	0.6828	0.6463	0.0365	5.5%	0.0066	1.0%	42%	False	False	77,207
60	0.6828	0.6463	0.0365	5.5%	0.0070	1.1%	42%	False	False	84,397
80	0.7050	0.6463	0.0587	8.9%	0.0071	1.1%	26%	False	False	66,309
100	0.7193	0.6463	0.0730	11.0%	0.0071	1.1%	21%	False	False	53,066
120	0.7193	0.6463	0.0730	11.0%	0.0072	1.1%	21%	False	False	44,225

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6927
2.618	0.6817
1.618	0.6750
1.000	0.6709
0.618	0.6683
HIGH	0.6642
0.618	0.6616
0.500	0.6609
0.382	0.6601
LOW	0.6575
0.618	0.6534
1.000	0.6508
1.618	0.6467
2.618	0.6400
4.250	0.6290

Fisher Pivots for day following 02-Jun-2023
Pivot	1 day	3 day
R1	0.6613	0.6595
PP	0.6611	0.6574
S1	0.6609	0.6553

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols